On the Cauchy problem for parabolic integro-differential equations in generalized Hölder spaces

2018/06/19 by Mikulevičius, Remigijus, Xu, Fanhui
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1806.07019

Abstract

An integro-differential Kolmogorov equation is considered in Hölder-type spaces defined by a scalable Lévy measure. Some properties of those spaces and estimates of the solution are derived using probabilistic representations.

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